Support Board
Date/Time: Fri, 31 Jan 2025 03:28:01 +0000
[User Discussion] - Adaptive Laguerre Moving Avg
View Count: 2585
| [2014-05-05 02:17:10] |
| User59135 - Posts: 15 |
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Does anyone have Ehler's adaptive Laguerre moving average that they would be willing to share. Thank you.
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| [2014-05-05 15:54:36] |
| vegasfoster - Posts: 444 |
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I think ALF in Kiwi11 is what you want https://www.sierrachart.com/supportboard/showpost.php?p=186267&postcount=7
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| [2014-05-05 15:57:38] |
| User59135 - Posts: 15 |
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Thank you.
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| [2014-05-05 23:20:58] |
| vegasfoster - Posts: 444 |
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I guess also in user contributed studies as well.
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| [2016-10-25 16:36:02] |
| User80860 - Posts: 5 |
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Hello everyone, great forum here. Sierra Chart is a blazing fast platform which I'm really enjoying to use. I have the code for the Laguerre Filter, or Moving Average, from TDA Tos. It has a few, but crucial, differences from the ALF we already have available at SC. Namely: - The ability to choose the input for price (Last (close), high, low, Hl2, etc) - And MOST IMPORTANTLY the ability to define the GAMMA value. On the code created by Kiwi (which is great BTW) you can't change the pre-defined gamma, and that makes a world of difference. Would anyone be willing to change these features and create a new Laguerre Code with them, please? A good coder could do this in 5 min. Laguerre Moving Average, or Filter, is VERY good, fast and reliable. I've been using it for a whilte. That's why I think it's worth the effort of having it (the more flexible one) here on SC. here's the code I have in TOS' (easy) language. Thanks in advance! script lag{ input p = hl2; input gamma = .800; def L0 = ((1 - gamma) * p) + (gamma * L0[1]); def L1 = (-gamma * L0) + L0[1] + (gamma * L1[1]); def L2 = (-gamma * L1) + L1[1] + (gamma * L2[1]); def L3 = (-gamma * L2) + L2[1] + (gamma * L3[1]); def Laguerre = (L0 + (2 * L1) + (2 * L2) + L3) / 6; plot FilterL = if Laguerre <= 0 then p else Laguerre; FilterL.SetDefaultColor(Color.Orange); } Date Time Of Last Edit: 2016-10-25 16:41:38
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| [2016-11-23 16:13:36] |
| User80860 - Posts: 5 |
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Never mind, I coded it myself. Since no answers here...
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| [2017-06-05 14:42:59] |
| jimskin - Posts: 127 |
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Hi User80860, Would it be posssible to get a copy of the modified ALF indicator that you created. Thanks, James |
| [2019-04-12 14:32:55] |
| nepher - Posts: 56 |
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Hello, Is there anyone who can provide new modified ALF indicator, it would be great, Thank you ! |
| [2019-04-12 14:51:30] |
| Ackin - Posts: 1865 |
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Hi, I have... direct message
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